-11.6%
ABT vs UPS
-33.5%
+22.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -5.0% | -3.4% | -1.6% | -4.3% |
| 30D | -5.8% | -2.7% | -3.1% | -5.2% |
| 3M | +16.7% | -1.6% | +18.4% | +16.8% |
| 6M | -5.2% | +2.3% | -7.6% | -6.3% |
| YTD | -16.0% | +5.6% | -21.5% | -17.7% |
| 1Y | -18.3% | +27.1% | -45.3% | -23.7% |
| 3Y | +9.2% | -26.3% | +35.5% | +15.8% |
| 5Y | -11.6% | -34.5% | +22.9% | -5.0% |
| All | -11.6% | -33.5% | +22.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling